How would I texture this lamp, especially the lamp shade?
It's Surprisingly simple. Just an image texture, for the pattern (like this one) and a Translucent BSDF node.  The trick is to put a lamp inside the shade (where the light bulb would go in real life.)



The layer weight node is how I made the darker edges. The RGB Curves node, inverts and changes the slope of the fresnel. Then the ColorRamp node is just to tone down the black (I'm using 0.05, instead of pure black).
The bottom three nodes are just the standard image texture nodes. The shade texture (a black and white image) get multiplied with the fresnel, and all that is plugged into the Translucent node. Next trick is the Mix Shader node with an empty socket. That is just making the whole material darker.